RE. issue 2) and 3) I just thought that data cubes an open, but standardized format could help - not only in the financial area: I found RDF data cubes ( http://publishing-statistical-data.googlecode.com/svn/trunk/... ) perhaps being a part of the solution there, with the value add that you could easily connect different data source using their semantics.
(liked the "basecamp for analytics" point)